I will be connecting the STEP, DIR and ENA to a PIC microcontroller. Do I need to include a current limiting resistor with every input or should I connect them directly to the PIC output?If a resistor is requires, what value would be suitable?

On the 4th page of the data sheet you referenced, it shows that inside the driver, each of these inputs has a current limiting resistor and an LED (for optical isolation), with the current required being < 20 ma. If the data sheet is accurate, that would suggest that additional current limiting resistors would not be necessary or desired.